CYD Options History — November 2014 In November 2014, CYD traded between $17.20 and $18.61. ATM implied volatility averaged 30.5%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 13.5% (HV 20d: 16.9%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.72.
Notable Days 2014-11-12 : Highest Volume — 218 contracts2014-11-12 : Largest IV drop — 22.0% change2014-11-11 : Highest IV Rank — 43.3%2014-11-05 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $17.92 $17.20 $18.61 $18.34 $17.20 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 30.5% 24.7% 39.2% 37.8% 24.7% Expected Move 8.0% 7.4% 8.9% 8.6% 7.7% HV 20d 16.9% 14.8% 24.4% 24.3% 15.8% HV 60d 19.9% 19.3% 20.4% 19.7% 20.4% IV Rank 24.0% 13.0% 43.3% 35.9% 13.0% IV Percentile 28.7% 7.5% 65.9% 58.3% 7.5% Term Structure -0.2% -5.6% 7.5% -5.5% 0.1% VWIV 27.4% 23.9% 32.0% 27.8% 25.6% Skew 25d -0.7% -9.4% 7.0% 0.1% 7.0% Skew 10d 1.3% -16.2% 19.2% 15.9% 10.3% Call IV 25d 31.6% 24.2% 44.2% 41.3% 24.3% Put IV 25d 30.9% 25.8% 42.0% 41.4% 31.3% Bid-Ask Spread % 83.24 73.81 96.48 78.73 96.48 Gamma HHI 0.39 0.28 0.61 0.36 0.36 Net GEX 5.9K -366 13.3K 6.0K -366 Net DEX 37.1K -163.7K 317.8K -24.8K 110.1K Net VEX -2.1K -2.4K -1.9K -2.3K -2.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.00 1.84 1.00 0.00 Total Volume 144.632 0 218 160 0 Total OI 1,385.368 695 1,706 1,389 786
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2014-11-03 $18.34 $17.50 37.8% 8.6% 24.3% 35.9% 27.8% 0.1% -5.5% 6.0K -24.8K -2.3K 1.00 78.73 N/A N/A 80 80 852 537 2014-11-04 $18.50 $17.50 39.2% 8.8% 24.4% 38.5% 30.8% 1.9% -5.6% 7.0K -105.4K -2.4K 0.80 77.04 N/A N/A 103 82 867 537 2014-11-05 $18.42 $17.50 38.5% 8.9% 21.1% 37.2% 31.7% -2.2% -3.8% 9.5K -83.1K -2.4K 0.80 73.81 N/A N/A 103 82 925 537 2014-11-06 $18.50 $17.50 35.8% 8.6% 18.5% 32.0% 30.6% 2.1% 3.2% 10.2K -140.0K -2.4K 0.76 76.43 N/A N/A 108 82 925 537 2014-11-07 $18.51 $17.50 34.9% 8.6% 16.4% 30.3% 31.2% 0.3% -2.6% 13.3K -163.7K -2.4K 0.76 77.38 N/A N/A 108 82 975 537 2014-11-10 $18.61 $17.50 37.5% 8.7% 16.3% 35.6% 32.0% -2.0% -0.1% 13.0K -161.0K -2.3K 0.76 78.31 N/A N/A 108 82 975 537 2014-11-11 $18.60 $17.50 37.8% 7.6% 16.3% 43.3% 29.7% -0.1% 7.5% 10.1K -141.4K -2.0K 0.57 76.47 N/A N/A 115 65 892 520 2014-11-12 $18.44 $17.50 29.5% 7.8% 15.7% 24.1% 26.0% 2.0% -0.3% 9.1K -119.1K -1.9K 0.90 80.00 N/A N/A 115 103 982 542 2014-11-13 $17.93 $17.50 25.7% 7.4% 15.4% 15.4% 24.5% -7.4% 0.4% 8.0K 72.7K -1.9K 1.03 85.39 N/A N/A 105 108 982 566 2014-11-14 $17.61 $17.50 26.6% 7.5% 16.4% 17.3% 26.3% 2.9% -0.3% 3.2K 218.0K -2.0K 0.30 85.97 N/A N/A 110 33 983 601 2014-11-17 $17.57 $17.50 26.0% 7.6% 15.5% 16.1% 25.2% -0.5% 0.7% 2.7K 156.6K -2.3K 0.90 86.39 N/A N/A 105 94 1,077 621 2014-11-18 $17.52 $17.50 26.5% 7.9% 15.3% 17.2% 24.8% 1.5% 1.1% 2.8K 119.2K -2.3K 0.86 85.82 N/A N/A 105 90 1,079 625 2014-11-19 $17.45 $17.50 26.9% 7.5% 15.4% 18.1% 23.9% -0.5% -0.6% 3.1K 268.4K -2.1K 0.00 92.34 N/A N/A 6 0 1,079 627 2014-11-20 $17.37 $17.50 26.2% 7.6% 15.3% 16.4% 24.3% -6.5% 0.7% 3.6K 317.8K -2.1K 0.83 80.01 N/A N/A 89 74 1,079 626 2014-11-21 $17.42 $17.50 26.5% 7.8% 15.1% 17.2% 25.0% -9.4% 0.8% 3.7K 295.7K -2.0K 0.75 81.43 N/A N/A 97 73 1,079 621 2014-11-24 $17.54 $17.50 26.0% 7.7% 14.9% 16.0% 26.9% 1.8% 0.4% 2.3K 17.9K -1.9K 0.19 90.39 N/A N/A 26 5 386 309 2014-11-25 $17.54 $17.50 26.6% 7.7% 14.8% 17.4% 25.6% -1.1% 0.5% 4.1K 18.2K -2.0K 1.84 87.41 N/A N/A 45 83 410 325 2014-11-26 $17.50 $17.50 25.8% 7.5% 14.8% 15.5% 0.0% -2.2% 0.3% 98 49.8K -2.1K 0.00 91.73 N/A N/A 2 0 415 369 2014-11-28 $17.20 $17.50 24.7% 7.7% 15.8% 13.0% 0.0% 7.0% 0.1% -366 110.1K -2.0K 0.00 96.48 N/A N/A 0 0 417 369
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